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FMF vs. YEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMF vs. YEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Managed Futures Strategy Fund (FMF) and AB Ultra Short Income ETF (YEAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMF achieves a 10.96% return, which is significantly higher than YEAR's 1.13% return.


FMF

1D
0.33%
1M
1.08%
YTD
10.96%
6M
11.47%
1Y
22.22%
3Y*
6.78%
5Y*
4.62%
10Y*
3.17%

YEAR

1D
-0.04%
1M
0.20%
YTD
1.13%
6M
1.37%
1Y
3.81%
3Y*
4.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMF vs. YEAR - Yearly Performance Comparison


2026 (YTD)2025202420232022
FMF
First Trust Managed Futures Strategy Fund
10.96%4.54%8.17%-0.18%-5.06%
YEAR
AB Ultra Short Income ETF
1.13%4.69%5.41%5.85%1.10%

Correlation

The correlation between FMF and YEAR is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2022

-0.13

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Return for Risk

FMF vs. YEAR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FMF
FMF Risk / Return Rank: 7878
Overall Rank
FMF Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FMF Sortino Ratio Rank: 7272
Sortino Ratio Rank
FMF Omega Ratio Rank: 6868
Omega Ratio Rank
FMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
FMF Martin Ratio Rank: 8686
Martin Ratio Rank

YEAR
YEAR Risk / Return Rank: 9898
Overall Rank
YEAR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
YEAR Sortino Ratio Rank: 9898
Sortino Ratio Rank
YEAR Omega Ratio Rank: 9898
Omega Ratio Rank
YEAR Calmar Ratio Rank: 9898
Calmar Ratio Rank
YEAR Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FMF vs. YEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Futures Strategy Fund (FMF) and AB Ultra Short Income ETF (YEAR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FMFYEARDifference
Sharpe ratioReturn per unit of total volatility

-2.62

Sortino ratioReturn per unit of downside risk

-5.79

Omega ratioGain probability vs. loss probability

1.42

2.19

-0.77

Calmar ratioReturn relative to maximum drawdown

6.52

16.85

-10.32

Martin ratioReturn relative to average drawdown

18.49

72.82

-54.33

FMF vs. YEAR - Sharpe Ratio Comparison

The current FMF Sharpe Ratio is 2.31, which is lower than the YEAR Sharpe Ratio of 4.93. The chart below compares the historical Sharpe Ratios of FMF and YEAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FMFYEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

4.93

-2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

4.26

-4.09

Drawdowns

FMF vs. YEAR - Drawdown Comparison

The maximum FMF drawdown since its inception was -22.21%, which is greater than YEAR's maximum drawdown of -0.61%. Use the drawdown chart below to compare losses from any high point for FMF and YEAR.


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Drawdown Indicators


FMFYEARDifference

Max Drawdown

Largest peak-to-trough decline

-22.21%

-0.61%

-21.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-0.23%

-3.19%

Max Drawdown (3Y)

Largest decline over 3 years

-7.25%

-0.43%

-6.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

Max Drawdown (10Y)

Largest decline over 10 years

-16.89%

Current Drawdown

Current decline from peak

-0.07%

-0.10%

+0.03%

Average Drawdown

Average peak-to-trough decline

-9.86%

-0.06%

-9.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

0.05%

+1.15%

Volatility

FMF vs. YEAR - Volatility Comparison

First Trust Managed Futures Strategy Fund (FMF) has a higher volatility of 1.89% compared to AB Ultra Short Income ETF (YEAR) at 0.19%. This indicates that FMF's price experiences larger fluctuations and is considered to be riskier than YEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMFYEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

0.19%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

0.51%

+6.60%

Volatility (1Y)

Calculated over the trailing 1-year period

9.66%

0.78%

+8.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.74%

1.15%

+9.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.72%

1.15%

+10.57%

FMF vs. YEAR - Expense Ratio Comparison

FMF has a 0.95% expense ratio, which is higher than YEAR's 0.25% expense ratio.


Dividends

FMF vs. YEAR - Dividend Comparison

FMF's dividend yield for the trailing twelve months is around 4.96%, more than YEAR's 4.14% yield.


PositionTTM202520242023202220212020201920182017
FMF
First Trust Managed Futures Strategy Fund
4.96%5.60%4.85%3.09%0.41%3.29%0.02%1.05%1.56%0.82%
YEAR
AB Ultra Short Income ETF
4.14%4.33%5.16%5.00%1.19%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FMF and YEAR have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMF has higher volatility (1.89%) compared to YEAR (0.19%). In terms of maximum drawdown, FMF dropped -22.21% vs YEAR's -0.61%.

On 3-year performance, FMF leads with 6.78% vs 4.95% for YEAR. On fees, YEAR is cheaper at 0.25% per year. On volatility, YEAR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FMF has performed better with a 6.78% return vs 4.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

YEAR is cheaper with a 0.25% expense ratio, compared with 0.95% for FMF.

FMF has the higher dividend yield at 4.96%, compared with 4.14% for YEAR.

FMF is categorized as Hedge Fund, while YEAR is Ultrashort Bond. They also come from different issuers: First Trust and AllianceBernstein. Their fees differ too: 0.95% for FMF and 0.25% for YEAR.

YEAR currently has the higher Sharpe Ratio (4.93 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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